Description

This analysis provides a forecast of DIA prices using a Seasonal ARIMA model with Box-Cox transformation. The forecast includes different scenarios:

The confidence levels used are 68%, 95%, and 99.7%, which means there is a corresponding probability that the actual price will fall within the Bear and Bull case range for each confidence level.

The purpose of this model is to help investors understand potential future price movements and make informed decisions based on different market scenarios.

Bear_0.997 Bear_0.95 Bear_0.68 Base Bull_0.68 Bull_0.95 Bull_0.997
2024-12-01 00:00:00+00:00 0.548553 0.614118 0.687607 0.776720 0.882724 1.005892 1.161469
2024-12-08 00:00:00+00:00 0.454439 0.531969 0.624616 0.745243 0.900832 1.098662 1.375891
2024-12-15 00:00:00+00:00 0.410175 0.497788 0.608147 0.760822 0.972421 1.264961 1.718929
2024-12-22 00:00:00+00:00 0.382585 0.478958 0.606076 0.791832 1.067183 1.480294 2.192498
2024-12-29 00:00:00+00:00 0.354890 0.455672 0.593757 0.805128 1.137449 1.674618 2.699395
2025-01-05 00:00:00+00:00 0.330810 0.434024 0.580159 0.813213 1.199769 1.870112 3.284385
2025-01-12 00:00:00+00:00 0.307039 0.410011 0.559808 0.807099 1.236678 2.029932 3.869609
2025-01-19 00:00:00+00:00 0.279887 0.378447 0.524618 0.772028 1.216742 2.078064 4.231279
2025-01-26 00:00:00+00:00 0.266388 0.365800 0.516826 0.780665 1.276270 2.298884 5.136254
2025-02-02 00:00:00+00:00 0.254859 0.355016 0.510632 0.790775 1.339997 2.547439 6.288512
2025-02-09 00:00:00+00:00 0.241158 0.339712 0.495571 0.782957 1.366333 2.718877 7.338785
2025-02-16 00:00:00+00:00 0.230962 0.329112 0.487197 0.786093 1.415769 2.963230 8.879801
2025-02-23 00:00:00+00:00 0.214380 0.307609 0.459440 0.750957 1.379418 2.982254 9.589857
2025-03-02 00:00:00+00:00 0.200045 0.288893 0.435088 0.719859 1.347358 3.006126 10.381237
2025-03-09 00:00:00+00:00 0.194273 0.283810 0.433901 0.734037 1.422700 3.371247 13.456096
2025-03-16 00:00:00+00:00 0.191168 0.282867 0.439803 0.763096 1.540470 3.927294 19.007298
2025-03-23 00:00:00+00:00 0.185872 0.277828 0.437829 0.775450 1.619297 4.398278 25.600099
2025-03-30 00:00:00+00:00 0.180322 0.271980 0.433850 0.782953 1.687313 4.872371 34.525331
2025-04-06 00:00:00+00:00 0.173511 0.263527 0.424323 0.777047 1.717009 5.213443 44.110769
2025-04-13 00:00:00+00:00 0.163887 0.249642 0.403574 0.743701 1.661250 5.157555 47.453000
2025-04-20 00:00:00+00:00 0.159801 0.245370 0.401016 0.751862 1.731035 5.726697 68.352088
2025-04-27 00:00:00+00:00 0.156123 0.241611 0.399159 0.761433 1.807975 6.397371 104.748501
2025-05-04 00:00:00+00:00 0.150850 0.234694 0.390593 0.753999 1.829292 6.794630 144.439961